+2,630.0%
MDY vs MTCH
+6,795.0%
-4,165.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.2% |
| 7D | -0.8% | -2.4% | +1.6% | -0.3% |
| 30D | -3.9% | +12.8% | -16.7% | -6.3% |
| 3M | 0.0% | +20.0% | -20.0% | -4.1% |
| 6M | +8.5% | +34.7% | -26.2% | +1.4% |
| YTD | +13.2% | +30.6% | -17.3% | +6.3% |
| 1Y | +15.0% | +10.9% | +4.1% | +11.5% |
| 3Y | +49.6% | -2.0% | +51.6% | +45.1% |
| 5Y | +46.0% | -72.6% | +118.7% | +76.3% |
| 10Y | +176.4% | +197.9% | -21.5% | +86.1% |
| All | +2,630.0% | +6,795.0% | -4,165.0% | +1,119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling